It is always important to read both before and after a quote in order to understand its context. If we apply this strategy to help us understand what Lenina says, we can see that she says this just before she and bernard are going to go and visit the Reservation, where Lenina will deprived of the comforts of "progress." At the moment, they are in Lenina's idea of heaven, which is a hotel in Santa Fe with "sixty Escalator-Squash-Raquet Courts in the hotel." Lenina wishes they could stay there forever, whereas Bernard is less than enthusiastic about these supposed joys.
Lenina's quote, however, reflects the belief of the society of which she is a part, that any form of development or change can be equated with "progress" and is an improvement on what came before. This of course is underlined by the way that her society thinks of the people in the Reservation as being "savages" who still give birth to children naturally and marry. Such an unthinking attitude that any form of progress is "lovely" is obviously questioned by the novel by the way in which the pleasurable but empty lives of people like Lenina are depicted.